n-Monotone lower previsions

Issue title: Dedicated to the 60th birthday of Etienne E. Kerre

Article type: Research Article

Authors: de Cooman, Gert | Troffaes, Matthias C.M. | Miranda, Enrique

Affiliations: SYSTeMS Research Group, Ghent University, Belgium | Department of Informatics, Statistics and Telematics, Rey Juan Carlos University, Spain

Note: [] Corresponding author: Technologiepark 914, 9052 Zwijnaarde, Belgium. Tel.: +32 92645653; Fax: +32 92645840; E-mail: gert.decooman@ugent.be

Abstract: We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and improve along the way upon a number of results from the literature.

Keywords: n-Monotonicity, coherence, natural extension, Choquet integral, comonotone additivity

Journal: Journal of Intelligent & Fuzzy Systems, vol. 16, no. 4, pp. 253-263, 2005